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An algorithmic information-theoretic approach to the behaviour of financial markets
Zenil, Hector; Delahaye, Jean-Paul - In: Journal of economic surveys 25 (2011) 3, pp. 431-463
Persistent link: https://www.econbiz.de/10009157988
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The implication of trader cognitive abilities on stock market properties
Manahov, Viktor; Soufian, Mona; Hudson, Robert - In: Intelligent systems in accounting finance and … 21 (2014) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10010339793
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Return predictability and the "wisdom of crowds" : genetic Programming trading algorithms, the Marginal Trader Hypothesis and the Hayek Hypothesis
Manahov, Viktor; Hudson, Robert; Hoque, Hafiz - In: Journal of international financial markets, … 37 (2015), pp. 85-98
Persistent link: https://www.econbiz.de/10011475040
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Heterogeneity in the Harrodian sentiment dynamics, entailing also some scope for stability
Franke, Reiner - In: Journal of evolutionary economics : JEE 30 (2020) 2, pp. 347-374
Persistent link: https://www.econbiz.de/10012252889
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Fundamentals unknown : momentum, mean-reversion and price-to-earnings trading in an artificial stock market
Schasfoort, Joeri; Stockermans, Christopher - 2017
The use of fundamentalist traders in the stock market models is problematic since fundamental values in the real world are unknown. Yet, in the literature to date, fundamentalists are often required to replicate key stylized facts. The authors present an agent-based model of the stock market in...
Persistent link: https://www.econbiz.de/10011723700
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Loss aversion in an agent-based asset pricing model
Pruna, Radu T.; Polukarov, Maria; Jennings, Nick - In: Quantitative finance 20 (2020) 2, pp. 275-290
Persistent link: https://www.econbiz.de/10012194866
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Different compositions of aggregate sentiment and their impact on macroeconomic stability
Franke, Reiner; Westerhoff, Frank H. - In: Economic modelling 76 (2019), pp. 117-127
Persistent link: https://www.econbiz.de/10012198272
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The private equity premium puzzle : a behaviooural finance approach
Hamelin, Anaïs; Pfiffelmann, Marie - In: International journal of entrepreneurship and small business 24 (2015) 3, pp. 335-356
Persistent link: https://www.econbiz.de/10011400372
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Retirement savings investment decisions : evidence from Malaysia
Nurasyikin Jamaludin; Gerrans, Paul - In: Journal of the Asia Pacific economy 20 (2015) 4, pp. 644-657
Persistent link: https://www.econbiz.de/10011401458
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Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun; Yang, Chunpeng - In: Applied economics 47 (2015) 7/9, pp. 700-709
Persistent link: https://www.econbiz.de/10010512138